BVT Put 80 NOVN 20.09.2024
/ DE000VM3V703
BVT Put 80 NOVN 20.09.2024/ DE000VM3V703 /
| 2024-07-08 10:15:20 AM |
Chg.-0.002 |
Bid10:51:58 AM |
Ask10:51:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
-6.25% |
0.029
Bid Size: 154,000 |
0.039
Ask Size: 154,000 |
NOVARTIS N |
80.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
VM3V70 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NOVARTIS N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-235.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-1.64 |
| Time value: |
0.04 |
| Break-even: |
81.97 |
| Moneyness: |
0.83 |
| Premium: |
0.17 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.01 |
| Spread %: |
31.25% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-16.17 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.032 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-3.23% |
| 3 Months |
|
|
-81.60% |
| YTD |
|
|
-92.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.025 |
| 1M High / 1M Low: |
0.039 |
0.025 |
| 6M High / 6M Low: |
0.240 |
0.025 |
| High (YTD): |
2024-01-03 |
0.260 |
| Low (YTD): |
2024-07-04 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.56% |
| Volatility 6M: |
|
169.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
